I am running a multi instrument strategy. In this strategy I have two different instruments. One instrument has data that goes back at least 10 years. and a 2nd instrument only goes back 5 years. However, I'm noticing that the strategy will ignore the first 5 years of data from the 10 yr instrument -which is when the start date of 2nd instrument begins. Is there a way to correct this with additional code?
2nd thing is I'm noticing is that the BarsSinceEntry command doesn't seem to work properly when given all of the proper overloads. Is there a know issue with this command in a Multi Instrument strategy? Thank you.
Mr. Lee
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